The following pages link to GARCH-type factor model (Q2140876):
Displaying 6 items.
- Unfolded GARCH models (Q1657508) (← links)
- A Skellam GARCH model (Q1994038) (← links)
- Statistical analysis of a class of factor time series models (Q2369521) (← links)
- Three-factor profile analysis with GARCH innovations (Q2479433) (← links)
- Augmented factor models with applications to validating market risk factors and forecasting bond risk premia (Q2658786) (← links)
- GARCH model selection criteria (Q4647269) (← links)